+3,214.7%
MAR vs ADM
+644.5%
+2,570.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.6% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +16.2% | -11.8% | +28.0% | +21.3% |
| 3M | +23.1% | -11.3% | +34.3% | +27.6% |
| 6M | +22.0% | -10.0% | +32.0% | +25.1% |
| YTD | +39.2% | +25.9% | +13.3% | +25.0% |
| 1Y | +48.3% | +26.7% | +21.6% | +32.8% |
| 3Y | +123.4% | +8.1% | +115.2% | +103.7% |
| 5Y | +185.4% | +23.5% | +161.9% | +141.8% |
| 10Y | +539.2% | +128.2% | +411.0% | +323.6% |
| All | +3,214.7% | +644.5% | +2,570.2% | +1,217.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ADM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling